+6.5%
IEMG vs AZN
+16.0%
-9.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.6% |
| 7D | -7.4% | +7.1% | -14.5% | -7.3% |
| 30D | -14.9% | +17.8% | -32.7% | -15.0% |
| 3M | -11.6% | +15.7% | -27.3% | -11.6% |
| 6M | -11.1% | +3.1% | -14.2% | -10.7% |
| YTD | +6.0% | +2.7% | +3.4% | +7.5% |
| 1Y | +6.5% | +16.3% | -9.8% | +6.6% |
| All | +6.5% | +16.0% | -9.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AZN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling